STATISTICAL ANALYSIS OF EMPIRICAL DISTRIBUTION FUNCTIONS,

Abstract

A statistical analysis of empirical distribution functions is considered. The sample mean and sample variance are used as estimators for the true mean and variance when the form of probability distribution of a random variable is known; the empirical cumulative distribution function (cdf) is used as an estimator for the true cdf of a random variable under general conditions when no assumptions or knowledge of the form of distribution of the random variable are required. The distance of the estimates from the true values is analyzed by the method of confidence intervals. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1964
Accession Number
AD0432783

Entities

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Data Science
  • Distribution Functions
  • Estimators
  • Information Science
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.